+224.3%
CTVA vs DD
+81.3%
+143.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -2.1% | -0.6% | -1.5% | -1.8% |
| 30D | +12.0% | -7.4% | +19.5% | +15.8% |
| 3M | +13.5% | -6.4% | +19.9% | +16.3% |
| 6M | +12.1% | -2.5% | +14.6% | +12.0% |
| YTD | +29.0% | +10.2% | +18.8% | +21.3% |
| 1Y | +18.9% | +36.9% | -18.1% | +0.4% |
| 3Y | +78.9% | +47.0% | +31.9% | +41.8% |
| 5Y | +105.2% | +63.1% | +42.1% | +50.1% |
| All | +224.3% | +81.3% | +143.0% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling